Process Intangibles and Agency Conflicts (with Hui Chen, Ali Kakhbod, and Hao Xing), R&R Journal of Finance

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Intangible Investment, Displacement Risk, and the Value Discount ​

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Identification of Factor Risk Premia (with Peter G. Hansen)

Code: Here

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Semi-Parametric Estimation of Factor Risk Premia

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Returns to Active Management: The Case of Hedge Funds (with Ergys Islamaj)